-100.0%
LRHC vs VT
+78.4%
-178.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.8% |
| 7D | -43.8% | -0.6% | -43.2% | -44.2% |
| 30D | -84.0% | -2.2% | -81.9% | -84.6% |
| 3M | -99.9% | +14.0% | -113.9% | -95.9% |
| 6M | -99.9% | +14.0% | -113.9% | -95.9% |
| YTD | -99.9% | +14.0% | -113.9% | -95.9% |
| 1Y | -99.9% | +13.7% | -113.6% | -96.5% |
| 3Y | -100.0% | +81.9% | -181.9% | -99.9% |
| All | -100.0% | +78.4% | -178.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling